There's not much to do:
- You need the folder seplugins on the root of your memory stick.
- You need prxshot.prx inside that folder (along with prxshot.ini i believe)
- Inside that folder you'll need three files: GAME.TXT VSH.TXT and POPS.TXT, in which you'll list the plugins you want to run in said mode.
- The plugin you want (in this case, prxshot.prx) has to be enabled on the mode you want to use it.
The PSP has three different "modes": VSH Mode (that's the main menu where you can select games, browse PSN, browse the web, listen to music), GAME mode (that's when you're playing a PSP game) and POPS mode (that's the emulator for Playstation games).
Inside seplugins you'll need to create 3 files that represent each of those modes: GAME.TXT VSH.TXT and POPS.TXT. Those files will tell the firmware which plugins to load in each mode.
So, for instance, if you load prxshot.prx on GAME.TXT with the line
ms0:/SEPLUGINS/prxshot.prx 1 (1 meaning ON), you won't be able to take screenshots when emulating PSX games nor when browsing games/browsing the web on PSP's system menu: The plugin will only work when running PSP games.
Also, pay attention that if the plugin is enabled on one file but not on the other: for instance, on VSH.TXT but not enabled on GAME.TXT. In this case, the plugin will only work on PSP's system menu and not actually while in game. With those files, you can select which plugins are loaded at which "modes".
Also, make sure you have the newest version of prxshot.prx (seems to be 4.0 released in March 2011).
Took me a while to figure out this plugin thing, but it's quite easy once you get comfortable with it.